Stochastic Approximation to Understand Simple Simulation Models |
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Authors: | Segismundo S. Izquierdo Luis R. Izquierdo |
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Affiliation: | 1. Department of Industrial Organization, EII, Universidad de Valladolid, 47011, Valladolid, Spain 2. InSiSoc, Social Systems Engineering Centre, P del Cauce 59, 47011, Valladolid, Spain 4. Departamento de Organización de Empresas, Escuela de Ingenierías Industriales, P del Cauce 59, 47011, Valladolid, Spain 3. Department of Civil Engineering, Universidad de Burgos, 09001, Burgos, Spain
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Abstract: | This paper illustrates how a deterministic approximation of a stochastic process can be usefully applied to analyse the dynamics of many simple simulation models. To demonstrate the type of results that can be obtained using this approximation, we present two illustrative examples which are meant to serve as methodological references for researchers exploring this area. Finally, we prove some convergence results for simulations of a family of evolutionary games, namely, intra-population imitation models in n-player games with arbitrary payoffs. |
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